Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The DB Liquid Commodity Front Month Copper Futures Index intends to reflect the performance of Copper, by tracking the performance of the next liquid Copper futures contract (as detailed in the Index Description), traded on the London Metal Exchange Ltd. During the roll period, the sale and replacement process occurs over a five day period. For further details on the methodology, please contact INDEX.DATA@DB.COM
Details
Guide
Historical Inception Date 10-Jan-2017          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFLP          
Reuters Id .DBRCOFLP          
Return Data
Current Level 256.41    
High 323.15 Low 245.14
Annualized Return (%) -0.53 Volatility 17.73
Sharpe Ratio -0.03 Sortino Ratio -0.05
Max Drawdown (%) -24.14    
Daily Return (%) -1.78 Month-to-Date Return (%) 3.31
3 Month Return (%) 0.64 6 Month Return (%) -9.14
YTD Return (%) -2.17 12 Month Return (%) -2.04
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.04 Average Positive Return (%) 4.25
Number of +ve Months 14 % +ve Months (%) 42.42
Average Negative Return (%) -3.06 Best Month (Feb 2017) (%) 7.00
Maximum Monthly Drawdown (%) -9.24    
Excel + DBLCI OY Enhanced -Copper-Grade A - MCU0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 4.08% -0.44% -2.38% -1.97% -1.12% 4.39% 6.96% 6.42% -4.77% 5.42% -1.35% 7.00%
2018 -2.02% -2.84% -3.26% 1.17% 0.62% -3.18% -5.13% -5.19% 4.72% -4.16% 3.63% -3.89%
2019 3.29% 5.63% -0.44% -1.17% -9.24% 2.82% -1.27% -4.26% 3.31%
Announcements
No announcements for this index.